-37.0%
TAIL vs VOO
+74.6%
-111.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.4% |
| 7D | -4.3% | +3.3% | -7.6% | -2.1% |
| 30D | +1.7% | -2.7% | +4.4% | +0.1% |
| 3M | -3.0% | -1.7% | -1.2% | -3.9% |
| 6M | -7.1% | +3.1% | -10.2% | -4.7% |
| YTD | -11.7% | +11.9% | -23.7% | -3.6% |
| 1Y | -13.4% | +12.1% | -25.4% | -5.3% |
| 3Y | -13.9% | +78.6% | -92.5% | +33.6% |
| 5Y | -37.0% | +73.8% | -110.8% | +0.8% |
| All | -37.0% | +74.6% | -111.5% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VOO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling